Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790)

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Robust covariance and scatter matrix estimation under Huber's contamination model
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    Robust covariance and scatter matrix estimation under Huber's contamination model (English)
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    24 October 2018
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    data depth
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    minimax rate
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    high-dimensional statistics
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    outliers
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    contamination model
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    breakdown point
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